dm_fsa.m
Creators:
Laura Coroneo
;
Fabrizio Iacone
From the dataset abstract
We consider fixed-smoothing asymptotics for the Diebold and Mariano (Journal of Business and Economic Statistics, 1995, 13(3), 253-263) test of predictive accuracy. We show that this...
Source: Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | application/vnd.wolfram.mathematica.package |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e45a3a1c-26b8-4698-9870-0ac073a9ca13/resource/a3e864d0-a09c-43cf-b77c-8f6f16349d78/download/dm_fsa.m |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
